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Martha Coakley knows she let the Democrats down, that Ted Kennedy’s legacy and President Obama’s agenda are in jeopardy.

But there were no dramatic apologies yesterday, no tears on display as she held her first in-depth interviews since her stunning loss in Tuesday’s special election for the US Senate.

Coakley, the state’s attorney general, was back at work, issuing press releases on fisheries enforcement, talking about consumer fraud, and sounding, as she reflected on her campaign, as pleasant and pragmatic and guarded as ever.

“I appreciate that this is tough for everybody who wanted me to win,’’ Coakley said. “I own that. My campaign owns it. We’re going to spend some time, obviously, looking at what we could have done or might have done differently.’’

Coakley acknowledged that her campaign was less than perfect. She said that she could have started advertising on television earlier, instead of saving her financial reserves for the last push before election day. She learned that sometimes people did not get her sensibility, thought she was too scripted, and then, when she tried to be spontaneous, misunderstood her jokes. That, she realizes, she needs to work on.

However, she concluded, “I did what I felt was the best campaign I could do.’’

“In the end, I know who I am,’’ she said. “I’m very comfortable with what I care about and what I work for. The bad news is . . . I wasn’t successful in this race, and I do feel very bad about that for the work that needs to go on.’’

Coakley spoke yesterday afternoon, as she conducted a series of interviews with reporters in a 20th floor conference room with a sweeping view of the gold dome of the State House and the salt-and-pepper towers of the Longfellow Bridge.

“We did a lot of things well in this campaign, as I think we did in the primary,’’ Coakley said. “We won the primary by 19 points and everybody said, ‘Great campaign.’ ’’

Then, Coakley said, she maintained the same campaign strategy for the general election. Coakley said she took only two days off, Christmas Eve and Christmas, in the final weeks of the campaign, and she spent that time on Cape Cod.

“We wanted to focus on the time we had, make sure we were going to have a good ground game to get our vote, focus on marshalling resources to have them at the end,’’ she said. “And a funny thing happened on the way to the election.’’

Coakley cited the failed Christmas Day attempt by a passenger to blow up a Detroit-bound airliner bound, as well as the Senate passage of health care legislation, as moments when the public mood began to change. She said her Republican opponent, state Senator Scott P. Brown, capitalized on the disquiet.

“We understand he was able to catch a mood, he was able to catch an anger and got inspired,’’ she said. “And people turned out in droves.’’

Coakley said she did not regret the negative tone of her advertising, and she blamed a conservative group that was supporting Brown for firing the first shot. She said she would have faced criticism if she had not gone negative.

“I know people say they don’t like negative ads; then they complain if it’s too boring,’’ she said. “You’re going to have a million opinions on that, and some of it is very subjective. I think we had to do it.’’

One of the major criticisms of Coakley’s campaign has been that she spent too little time on retail politics and seemed to be expecting to win an easy victory. But Coakley disputed the charge, saying some Brown press conferences were counted as public events, while her own unannounced meetings with constituents were not.

“He was good at marshalling perception,’’ Coakley said. “He ran a great campaign. He was a good campaigner. He was a good candidate. And he was successful doing it, so this isn’t sour grapes. I totally wish him well in doing this.’’

Brown cast himself as a man of the people and emphasized his retail politicking in his advertising, while suggesting that Coakley was coasting to an anticipated win on the strength of her party’s registration in Massachusetts. In one much-remembered Globe story, Coakley described her strategy as focusing on labor and political leaders who could get out Democratic voters on Election Day and seemed to scoff at the idea of shaking hands with voters at Fenway Park out in the cold.

“I believed - and I still believe - that it would be difficult to do the kinds of retail politics that you would do in a general election,’’ she said. “By using some sort of hyperbole or shorthand . . . voters took that I was arrogant about it. But I’m not.’’

“Remember, we had done a ton of this with the primary,’’ she added, of retail politicking. “We had been out all over the Commonwealth and we intended to do that again, as we did in this race. But the strategy was, we’ve got to focus on going after our base and getting them energized and getting our message out.’’

Long considered a star player on the overwhelmingly Democratic political landscape in Massachusetts, Coakley saw her career marred by a devastating defeat this week. But Coakley said that she is energized about her next campaign - for reelection as attorney general, in November - and that she is not bothered by the knowledge that, around the country, people are wondering how she could have lost the Senate seat.

“Everybody’s going to do that,’’ she said. “Life goes on. I come back to my work.’’

Correction: Because of a reporting error, this story misquoted Attorney General Martha Coakley describing state Senator Scott Brown’s successful campaign for the US Senate. She said, “We understand he was able to catch a mood, he was able to catch an anger and got inspired.’’